Question 3 Assume that a security has an expected rate of return of 15%. The expected return on the market is 10.5% and the risk-free rate is 3.5%. . 3.1 Homework Unanswered What is the beta of the stock if the CAPM holds? Select an answer and submit. For keyboard navigation, use the up/down arrow keys to select an answer. a 0.164 b 0.333 0.755 d 1.64 e None of the above. 3.2 Homework . Unanswered If the ratio of the market's standard deviation to that of the security is 0.25, what is the correlation between the security's return and the market's return? Select an answer and submit. For keyboard navigation, use the up/down arrow keys to select an answer. a 0.41 b 0.556 0.755 d 1.255 e None of the above